+55.9%
CI vs ABCL
-80.5%
+136.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.4% | -2.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.5% |
| 30D | +5.4% | -7.4% | +12.8% | +5.4% |
| 3M | +7.3% | +81.9% | -74.7% | +6.6% |
| 6M | +5.3% | +135.7% | -130.4% | +4.3% |
| YTD | +8.5% | +247.4% | -238.9% | +6.8% |
| 1Y | +17.1% | +162.3% | -145.1% | +15.6% |
| 3Y | +1.4% | +165.5% | -164.1% | -0.5% |
| 5Y | +50.5% | -21.3% | +71.7% | +47.1% |
| All | +55.9% | -80.5% | +136.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling